14.3LGFeb 6, 2023
Adapting to Continuous Covariate Shift via Online Density Ratio EstimationYu-Jie Zhang, Zhen-Yu Zhang, Peng Zhao et al.
Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the input-conditional output distribution remains unchanged. In this paper, we initiate the study of a more challenging scenario -- continuous covariate shift -- in which the test data appear sequentially, and their distributions can shift continuously. Our goal is to adaptively train the predictor such that its prediction risk accumulated over time can be minimized. Starting with the importance-weighted learning, we show the method works effectively if the time-varying density ratios of test and train inputs can be accurately estimated. However, existing density ratio estimation methods would fail due to data scarcity at each time step. To this end, we propose an online method that can appropriately reuse historical information. Our density ratio estimation method is proven to perform well by enjoying a dynamic regret bound, which finally leads to an excess risk guarantee for the predictor. Empirical results also validate the effectiveness.
5.2CVAug 11, 2024
Seg-CycleGAN : SAR-to-optical image translation guided by a downstream taskHannuo Zhang, Huihui Li, Jiarui Lin et al.
Optical remote sensing and Synthetic Aperture Radar(SAR) remote sensing are crucial for earth observation, offering complementary capabilities. While optical sensors provide high-quality images, they are limited by weather and lighting conditions. In contrast, SAR sensors can operate effectively under adverse conditions. This letter proposes a GAN-based SAR-to-optical image translation method named Seg-CycleGAN, designed to enhance the accuracy of ship target translation by leveraging semantic information from a pre-trained semantic segmentation model. Our method utilizes the downstream task of ship target semantic segmentation to guide the training of image translation network, improving the quality of output Optical-styled images. The potential of foundation-model-annotated datasets in SAR-to-optical translation tasks is revealed. This work suggests broader research and applications for downstream-task-guided frameworks. The code will be available at https://github.com/NPULHH/
22.6LGJul 16, 2025
Generalized Linear Bandits: Almost Optimal Regret with One-Pass UpdateYu-Jie Zhang, Sheng-An Xu, Peng Zhao et al.
We study the generalized linear bandit (GLB) problem, a contextual multi-armed bandit framework that extends the classical linear model by incorporating a non-linear link function, thereby modeling a broad class of reward distributions such as Bernoulli and Poisson. While GLBs are widely applicable to real-world scenarios, their non-linear nature introduces significant challenges in achieving both computational and statistical efficiency. Existing methods typically trade off between two objectives, either incurring high per-round costs for optimal regret guarantees or compromising statistical efficiency to enable constant-time updates. In this paper, we propose a jointly efficient algorithm that attains a nearly optimal regret bound with $\mathcal{O}(1)$ time and space complexities per round. The core of our method is a tight confidence set for the online mirror descent (OMD) estimator, which is derived through a novel analysis that leverages the notion of mix loss from online prediction. The analysis shows that our OMD estimator, even with its one-pass updates, achieves statistical efficiency comparable to maximum likelihood estimation, thereby leading to a jointly efficient optimistic method.
14.4LGMar 1, 2025
Heavy-Tailed Linear Bandits: Huber Regression with One-Pass UpdateJing Wang, Yu-Jie Zhang, Peng Zhao et al.
We study the stochastic linear bandits with heavy-tailed noise. Two principled strategies for handling heavy-tailed noise, truncation and median-of-means, have been introduced to heavy-tailed bandits. Nonetheless, these methods rely on specific noise assumptions or bandit structures, limiting their applicability to general settings. The recent work [Huang et al.2024] develops a soft truncation method via the adaptive Huber regression to address these limitations. However, their method suffers undesired computational costs: it requires storing all historical data and performing a full pass over these data at each round. In this paper, we propose a \emph{one-pass} algorithm based on the online mirror descent framework. Our method updates using only current data at each round, reducing the per-round computational cost from $\mathcal{O}(t \log T)$ to $\mathcal{O}(1)$ with respect to current round $t$ and the time horizon $T$, and achieves a near-optimal and variance-aware regret of order $\widetilde{\mathcal{O}}\big(d T^{\frac{1-ε}{2(1+ε)}} \sqrt{\sum_{t=1}^T ν_t^2} + d T^{\frac{1-ε}{2(1+ε)}}\big)$ where $d$ is the dimension and $ν_t^{1+ε}$ is the $(1+ε)$-th central moment of reward at round $t$.
5.8LGFeb 5, 2020
Exploratory Machine Learning with Unknown UnknownsPeng Zhao, Jia-Wei Shan, Yu-Jie Zhang et al.
In conventional supervised learning, a training dataset is given with ground-truth labels from a known label set, and the learned model will classify unseen instances to known labels. This paper studies a new problem setting in which there are unknown classes in the training data misperceived as other labels, and thus their existence appears unknown from the given supervision. We attribute the unknown unknowns to the fact that the training dataset is badly advised by the incompletely perceived label space due to the insufficient feature information. To this end, we propose the exploratory machine learning, which examines and investigates training data by actively augmenting the feature space to discover potentially hidden classes. Our method consists of three ingredients including rejection model, feature exploration, and model cascade. We provide theoretical analysis to justify its superiority, and validate the effectiveness on both synthetic and real datasets.